Your problem could be this simple, if I'm right, you need to be able to see the
inside of your sphere, and by default the backfaces of objects are culled in db, so while the camera may be inside the sphere, you can't see it.
Another possibility, is that if your matrix is 10000x10000, that you have exceeded the maximum view distance of db's camera, which can only see about 5000 units i think, everything beyond that range is invisible, which is why you use fog to hide the transition.
The best way is actually to model the sphere in a 3d package, flip the face normals then open that in db, but a simple way would be to just turn off backface culling in db.
Also, you'll want to set the sphere object's properties to be insensitive to light and fog.
So simply put, try this:
set object [skysphere object number],1,1,0,1,0,0
and make sure it's smaller than 5000 units radius, maybe much smaller for the purposes of testing
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